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Author: William A. Stein
2008/simuw/day8
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2008/simuw/day8

Friday, August 8 -- Real World Trading

  1. (50 minutes) Forecasting -- WS 1 -- many strategies and a 2-state GHMM

  2. (20 minutes) Break
  3. (20 minutes) Forecasting -- WS 2 -- n-state GHMM

  4. (20 minutes) WS 3 -- Zhang's thesis

  5. (20 minutes) Wrap-up: A summary of this course.
  6. (10 minutes) Stock trading -- cash out. How did you do?

Online Stock/Option Pricer


2013-05-11 18:32